+141.9%
WDAY vs CNH
+64.7%
+77.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.0% | -9.4% | -6.4% |
| 7D | -4.4% | +23.3% | -27.6% | -9.7% |
| 30D | +14.7% | +33.5% | -18.7% | +5.7% |
| 3M | +32.4% | +32.7% | -0.3% | +21.5% |
| 6M | +36.9% | +22.2% | +14.7% | +26.6% |
| YTD | -8.8% | +57.7% | -66.5% | -22.5% |
| 1Y | -15.3% | +28.0% | -43.3% | -23.4% |
| 3Y | -21.2% | +11.5% | -32.7% | -27.8% |
| 5Y | -29.5% | +11.9% | -41.4% | -37.3% |
| 10Y | +120.0% | +162.8% | -42.7% | +39.5% |
| All | +141.9% | +64.7% | +77.3% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling